+636.8%
HLT vs WWD
+767.8%
-130.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | -1.2% | -5.1% | +3.9% | +0.8% |
| 3M | -10.3% | -11.2% | +0.9% | -6.5% |
| 6M | +1.3% | -12.0% | +13.3% | +5.3% |
| YTD | +7.0% | +12.0% | -5.0% | -0.5% |
| 1Y | +11.9% | +42.8% | -30.9% | -7.3% |
| 3Y | +100.7% | +168.9% | -68.3% | +21.1% |
| 5Y | +147.5% | +192.2% | -44.7% | +40.9% |
| 10Y | +586.5% | +495.3% | +91.3% | +169.7% |
| All | +636.8% | +767.8% | -130.9% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling